When a pandemic such as that caused by the novel coronavirus disease termed COVID-19 emerges, it is recommended to wear a mask when in public situations, with information regarding the impact on thermoregulation essential, especially during exercise or hard physical labor. The present study investigated changes in core body temperature (CBT) while wearing a surgical mask (SM) during exercise (TCBT) using a non-invasive zero-heat-flux (ZHF) thermometer. Nine young adult females performed ergometer exercise for 30min at 60 W with (mask group) and without (control) a SM under a non-hot condition, shown by wet bulb globe temperature (WBGT) findings. TCBT, mean skin temperature (TMST), heart rate (HR), and humidity in the perioral region of the face (%RH) were determined. Each of those markers showed increased values during exercise, with the increases in TCBT, HR, and %RH, but not TMST, during exercise found to be significantly greater in the mask group. HR reserve (%HRR), derived as load intensity during exercise, was also significantly higher in the mask group. Each subject completed all of the experimental protocols without noting pain or discomfort. These results suggest that wearing a SM while performing mild exercise contributes to increased TCBT associated with increased exercise intensity, expressed as %HRR in a non-heated condition. Furthermore, the ZHF thermometer was shown to be safe and is considered useful for conducting such studies. Additional examinations will be necessary to examine gender and age group differences, as well as the use of different exercise methods and intensity and ambient conditions.